Liyan Yang : Citation Profile

Are you Liyan Yang?

University of Toronto

13

H index

16

i10 index

636

Citations

RESEARCH PRODUCTION:

24

Articles

5

Papers

RESEARCH ACTIVITY:

   12 years (2009 - 2021). See details.
   Cites by year: 53
   Journals where Liyan Yang has often published
   Relations with other researchers
   Recent citing documents: 117.    Total self citations: 9 (1.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya643
   Updated: 2024-11-04    RAS profile: 2022-06-17    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Liyan Yang.

Is cited by:

Vives, Xavier (20)

Cespa, Giovanni (12)

Rahi, Rohit (10)

Pereira, Ana Elisa (7)

Machado, Caio (7)

Alfarano, Simone (7)

Wang, Gaowang (7)

Hirshleifer, David (7)

Vlahu, Razvan (5)

Shim, Myungkyu (5)

Trautmann, Stefan (5)

Cites to:

Stein, Jeremy (16)

Foucault, Thierry (15)

Xiong, Wei (13)

French, Kenneth (10)

Subrahmanyam, Avanidhar (10)

Yuan, Kathy (10)

Campbell, John (10)

Hong, Harrison (9)

Veldkamp, Laura (9)

Fama, Eugene (9)

Pavan, Alessandro (9)

Main data

Where Liyan Yang has published?

Journals with more than one article published# docs
Journal of Economic Theory4
Journal of Financial Economics3
The Review of Financial Studies3
Journal of Finance2

Working Papers Series with more than one paper published# docs
2014 Meeting Papers / Society for Economic Dynamics2

Recent works citing Liyan Yang (2024 and 2023)

YearTitle of citing document
2024Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets. (2022). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2209.10334.

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2023Are Front-running HFTs Harmful?. (2022). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2211.06046.

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2023Deep Reinforcement Learning for Asset Allocation: Reward Clipping. (2023). Jeon, Bo-Kwan ; Moon, Hyungjun ; Lee, Kanghun ; Kang, Moon-Ju ; Kim, Jiwon. In: Papers. RePEc:arx:papers:2301.05300.

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2024Ignorance Is Bliss: The Screening Effect of (Noisy) Information. (2023). Zhang, Gaoqing ; Wu, Yufeng ; Wang, Wenyu ; Feng, Felix Zhiyu. In: Papers. RePEc:arx:papers:2302.11128.

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2024High-frequency Anticipatory Trading and Its Influences: Small Informed Trader vs. Front-runner. (2023). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2304.13985.

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2024Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders. (2024). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2403.08202.

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2024The social value of overreaction to information. (2024). Bizzarri, Matteo ; D'Arienzo, Daniele. In: Papers. RePEc:arx:papers:2403.08532.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024Strategic Informed Trading and the Value of Private Information. (2024). Robertson, Scott ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2404.08757.

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2024Mean Field Game of High-Frequency Anticipatory Trading. (2024). Xu, Ziyi ; Wang, Meng ; Cheng, Xue. In: Papers. RePEc:arx:papers:2404.18200.

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2023Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079.

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2023Difference of opinion among investors versus analysts. (2023). Wu, Wenfeng ; Cao, Zhiqi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2347-2381.

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2023Uncertainty and corporate investments in response to the Feds dual shocks. (2023). Menassa, Elie ; Adra, Samer. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:463-484.

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2023Information Aggregation via Contracting. (2023). Li, Jiasun. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:935-965.

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2023Naïve Buying Diversification and Narrow Framing by Individual Investors. (2023). Hirshleifer, David ; Gathergood, John ; Stewart, Neil ; Sakaguchi, Hiroaki ; Leake, David. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1705-1741.

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2024Dynamics of momentum in financial markets based on the information diffusion in complex social networks. (2024). Yang, Haijun ; Huang, Weihua ; Xia, Wei ; Cai, Xing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000121.

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2023Algorithmic trading and block ownership initiation: An information perspective. (2023). Zhu, Yushu ; Zheng, Jiayi. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922000828.

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2023Employee approval of CEOs and firm value: Evidence from Employees choice awards. (2023). Cheng, Yingmei ; Barnes, Spencer. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001845.

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2023Dampening effect and market efficiency. (2023). Guo, Mng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000106.

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2023Information linkages in a financial market with imperfect competition. (2023). Yang, Yaqing ; Lou, Youcheng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000490.

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2023Searching for ESG Information: Heterogeneous Preferences and Information Acquisition. (2023). Kang, Junqing ; Zhou, Xuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923000994.

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2023Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173.

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2023Market selection and learning under model misspecification. (2023). Bottazzi, Giulio ; Giachini, Daniele ; Ottaviani, Matteo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001458.

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2024Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks. (2024). Ma, Jun ; Luo, Sui ; Liao, Wenting ; Huang, Yu-Fan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000630.

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2023Loss aversion and inefficient general equilibrium over the business cycle. (2023). Li, Meng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003236.

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2023Are sustainable investments interdependent? The international evidence. (2023). Arfaoui, Nadia ; Ha, Thi Thu ; Naeem, Muhammad Abubakr ; Mirza, Nawazish ; Oliyide, Johnson A. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003571.

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2023Information and optimal trading strategies with dark pools. (2023). Manzano, Carolina ; Dumitrescu, Ariadna ; Bayona, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001888.

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2023Algorithmic trading: Intraday profitability and trading behavior. (2023). Arumugam, Devika. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003334.

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2023Corporate ESG rating and stock market liquidity: Evidence from China. (2023). Feng, Yaqian ; He, Feng ; Hao, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003231.

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2023Information asymmetry, sentiment interactions, and asset price. (2023). Zhang, Weiguo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000438.

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2024Information sharing in a perfectly competitive market. (2024). Lou, Youcheng ; Yang, Yaqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001389.

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2023The impacts of investor network and herd behavior on market stability: Social learning, network structure, and heterogeneity. (2023). Diao, Xundi ; Gong, Qingbin. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1388-1398.

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2023Strategic trading with information acquisition and long-memory stochastic liquidity. (2023). Kennedy, Adrian Patrick ; Ma, Guiyuan ; Li, Xiaolong ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:480-495.

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2024Mutual fund tournaments: State-dependent risk taking with transaction costs. (2024). Luo, Ronghua ; Wang, Liang ; Zhao, LU. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000141.

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2023Convenience yield risk. (2023). Wichmann, Robert ; Simen, Chardin Wese ; Symeonidis, Lazaros ; Prokopczuk, Marcel. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000348.

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2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062.

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2023Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

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2023Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets. (2023). Rao, Yulei ; Peng, Diefeng ; Guo, Shijun ; Bao, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001321.

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2024Beyond active share: Boosting fund performance through common holdings with same-benchmark mutual funds. (2024). Wang, Danxia. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000279.

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2024Intermediate cross-sectional prospect theory value in stock markets: A novel method. (2024). Park, Jong Won ; Eom, Yunsung. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000528.

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2024Strategic liquidity provision in high-frequency trading. (2024). Nishide, Katsumasa ; Hayashi, Takaki. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001005.

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2023Public disclosure with information sharing in financial market. (2023). Zhao, QI ; Ji, Yucheng ; Pan, Shiliang ; Xu, Weijun. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000260.

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2023The impact of internet articles on investor trading decisions by investor types: Evidence from Korean stock market. (2023). Lee, Joonil ; Choi, Ga-Young. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004828.

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2023Unrealized return dispersion and the equity risk premium. (2023). Xie, Haibin ; Ji, Zhehan ; Qiao, Kenan. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006888.

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2023The role of ESG ranking in retail and institutional investors attention and trading behavior. (2023). Bazrafshan, Ebrahim. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008346.

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2024The effects of manager sentiment in financial disclosure: Perspectives of operational efficiency and market reaction. (2024). Shi, Yan ; Sun, Fangfang ; Xin, Jianxuan ; Wang, Chunlan ; Du, Yuxuan. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004550.

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2023Finding information in obvious places: Work connections and mutual fund investment ideas. (2023). Tran, Hai ; Stark, Jeffrey R ; Shirley, Sara E ; Genc, Egemen. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s138641812200057x.

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2023Strategic trading by insiders in the presence of institutional investors. (2023). Yang, Joey Wenling ; Wee, Marvin ; Hoang, Lai T. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s138641812200091x.

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2023Banning dark pools: Venue selection and investor trading costs. (2023). Suntheim, Felix ; Oneill, Peter ; Hoffmann, Peter ; Gozluklu, Arie ; Neumeier, Christian. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000290.

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2023Retail trading and analyst coverage. (2023). Zoican, Marius ; Martineau, Charles. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000472.

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2024Institutional herding and investor sentiment. (2024). Li, Shenru ; Zhang, Chengping ; Gu, Chen ; Guo, XU. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000090.

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2024Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta ; Williams, T H. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176.

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2023The effect of tick size on managerial learning from stock prices. (2023). Zhu, Wei ; Zheng, Miles Y ; Ye, Mao. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:1:s0165410122000386.

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2023Earnings Virality. (2023). Twedt, Brady ; Thornock, Jacob ; Drake, Michael ; Campbell, Brett. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:1:s0165410122000404.

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2023Mandatory disclosure and learning from external market participants: Evidence from the JOBS act. (2023). Pinto, Jedson. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:1:s0165410122000519.

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2023Do Managers learn from institutional investors through direct interactions?. (2023). , Rachel. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:2:s0165410122000775.

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2023Information acquisition costs and credit spreads. (2023). Rettl, Daniel A ; Jaskowski, Marcin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300016x.

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2024When Prospect Theory Meets Mean-Reverting Asset Returns: A Behavioral Dynamic Trading Model. (2024). Yang, Yiwen ; Xie, Jinyan ; Li, Duan ; Gao, Jianjun ; Yao, Jing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000797.

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2023Money supply, opinion dispersion, and stock prices. (2023). Hirota, Shinichi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1286-1310.

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2023A central limit theorem, loss aversion and multi-armed bandits. (2023). Epstein, Larry ; Zhang, Guodong ; Chen, Zengjing. In: Journal of Economic Theory. RePEc:eee:jetheo:v:209:y:2023:i:c:s0022053123000418.

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2023Public disclosure and private information acquisition: A global game approach. (2023). Dong, Feng ; Cai, Zhifeng. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000662.

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2023On the voluntary disclosure of redundant information. (2023). Kaniel, Ron ; Breon-Drish, Bradyn ; Banerjee, Snehal ; Kremer, Ilan. In: Journal of Economic Theory. RePEc:eee:jetheo:v:214:y:2023:i:c:s0022053123001394.

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2023Refusing the best price?. (2023). Zheng, Miles ; Ye, Mao ; Li, Sida. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:317-337.

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2023When large traders create noise. (2023). Kuong, John Chi-Fong ; Glebkin, Sergei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001411.

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2024Siphoned apart: A portfolio perspective on order flow segmentation. (2024). Yueshen, Bart Zhou ; Mollner, Joshua ; Baldauf, Markus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000308.

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2023Redevelopment values in multi-family properties: Evidence from en bloc sales in Singapore. (2023). Sing, Tien Foo ; Ee, Liu. In: Journal of Housing Economics. RePEc:eee:jhouse:v:60:y:2023:i:c:s1051137723000190.

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2023Rational inattention, misallocation, and the aggregate economy. (2023). Gondhi, Naveen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:50-75.

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2023Information network, public disclosure and asset prices. (2023). Zhou, Jing ; Zhao, Senyang ; Luo, Ronghua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001779.

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2023Revisiting the momentum effect in Taiwan: The role of persistency. (2023). Lee, Cheng-Few ; Hsieh, Chia-Hsun ; Chen, Hong-Yi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000094.

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2023ESG disclosure and investor welfare under asymmetric information and imperfect competition. (2023). Jia, Zecheng ; Zhao, QI ; Xu, Weijun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000483.

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2023High frequency market making during stressed periods. (2023). Xu, KE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:379-397.

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2023The tail wagging the dog: How do meme stocks affect market efficiency?. (2023). Ouzan, Samuel ; Choi, Hyung-Eun ; Aloosh, Arash. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:68-78.

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2023Institutional investor information network, analyst forecasting and stock price crash risk. (2023). Liu, Jia ; Gong, Xiao-Li. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000685.

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2023Yield Curve Control. (2023). Yoshida, Jiro ; Hattori, Takahiro. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:5:a:9.

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2023Strategic Information Sharing of Online Platforms as Resellers or Marketplaces. (2023). Yu, Yugang ; Huang, Tingliang ; Li, Quan ; Zha, Yong. In: Marketing Science. RePEc:inm:ormksc:v:42:y:2023:i:4:p:659-678.

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2023Asset Trade, Real Investment, and a Tilting Financial Transaction Tax. (2023). Castiglionesi, Fabio ; Calzolari, Giacomo ; Biswas, Sonny ; Dieler, Tobias. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:4:p:2401-2424.

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2023Hedge Funds and Public Information Acquisition. (2023). Umar, Tarik ; Crotty, Kevin ; Crane, Alan. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:6:p:3241-3262.

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2023Sorting Effects of Broad-Based Equity Compensation. (2023). Vance, Marshall ; Tsui, David. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:4240-4258.

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2023Investor Diversity and Liquidity in The Secondary Loan Market. (2023). Shao, Pei. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:63:y:2023:i:3:d:10.1007_s10693-022-00377-0.

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2023How do insider trading incentives shape nonfinancial disclosures? Evidence from product and business expansion disclosures. (2023). He, Guanming. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:1:d:10.1007_s11156-022-01093-5.

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2023Impact of information disclosure ratings on investment efficiency: evidence from China. (2023). Yu, Min-Teh ; Li, Hui-Min ; Ho, Kung-Cheng ; Chen, Chang-Chih. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:2:d:10.1007_s11156-022-01101-8.

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2023Accounting comparability and the accuracy of management earnings forecasts in Japan. (2023). Kuang, Wenjun. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:2307.

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2023Investor Information Choice with Macro and Micro Information. (2023). Foucault, Thierry ; Mamaysky, Harry ; Glasserman, Paul. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:13:y:2023:i:1:p:1-52..

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2023Information in Financial Markets and Its Real Effects*. (2023). Goldstein, Itay. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:1-32..

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2023Optimal Capital Structure with Stock Market Feedback*. (2023). Pereira, Ana Elisa ; Machado, Caio. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1329-1371..

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2023Delegated Learning and Contract Commonality in Asset Management*. (2023). Xiaolan, Mindy Z ; Sockin, Michael. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:6:p:1931-1975..

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2023The Value of Differing Points of View: Evidence from Financial Analysts’ Geographic Diversity. (2023). Goldstein, Itay ; Painter, Marcus O ; Gerken, William C. In: Review of Financial Studies. RePEc:oup:rfinst:v:36:y:2023:i:2:p:409-449..

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2023Predicting loss aversion behavior with machine-learning methods. (2023). Engonul, Ahmet ; Deirmen, Suleyman ; Soyu, Ridvan ; Saltik, Omur. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01620-2.

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2023Trade-offs in the design of financial algorithms. (2023). Giannetti, Caterina ; Gaudeul, Alexia. In: Discussion Papers. RePEc:pie:dsedps:2023/288.

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2023Impact of Competition in Credit Rating Industry: Evidence From India. (2023). Yadav, Rajan ; Singh, Archana ; Sharma, Chandan. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440221135107.

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2023COVID-19 pandemic and capital markets: the role of government responses. (2023). Pott, Christiane ; Maniora, Janine ; Beer, Christian. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:1:d:10.1007_s11573-022-01103-x.

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More than 100 citations found, this list is not complete...

Works by Liyan Yang:

YearTitleTypeCited
2015Information Diversity and Complementarities in Trading and Information Acquisition In: Journal of Finance.
[Full Text][Citation analysis]		article78
2017Nonfundamental Speculation Revisited In: Journal of Finance.
[Full Text][Citation analysis]		article1
2017Costly Interpretation of Asset Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper13
2016Differential Access to Price Information in Financial Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article17
2011Testing conditional factor models: A nonparametric approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article21
2015Loss aversion, survival and asset prices In: Journal of Economic Theory.
[Full Text][Citation analysis]		article21
2016Public information and uninformed trading: Implications for market liquidity and price efficiency In: Journal of Economic Theory.
[Full Text][Citation analysis]		article43
2020Institutionalization, delegation, and asset prices In: Journal of Economic Theory.
[Full Text][Citation analysis]		article3
2021Disclosure, competition, and learning from asset prices In: Journal of Economic Theory.
[Full Text][Citation analysis]		article6
2013Prospect theory, the disposition effect, and asset prices In: Journal of Financial Economics.
[Full Text][Citation analysis]		article50
2017Employee bargaining power, inter-firm competition, and equity-based compensation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article7
2019Good disclosure, bad disclosure In: Journal of Financial Economics.
[Full Text][Citation analysis]		article56
2014Good Disclosure, Bad Disclosure.(2014) In: 2014 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
2013Investor Sentiment, Disagreement, and the Breadth--Return Relationship In: Management Science.
[Full Text][Citation analysis]		article39
2013Social Networks, Information Acquisition, and Asset Prices In: Management Science.
[Full Text][Citation analysis]		article58
2013Asset-Pricing Implications of Dividend Volatility In: Management Science.
[Full Text][Citation analysis]		article7
2014Rational Information Leakage In: Management Science.
[Full Text][Citation analysis]		article12
2017Disagreement, Underreaction, and Stock Returns In: Management Science.
[Full Text][Citation analysis]		article11
2019Loss Aversion in Financial Markets In: The Journal of Mechanism and Institution Design.
[Full Text][Citation analysis]		article3
2017Recap of the 27th annual financial economics and accounting conference, September 30–October 1, 2016 In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article0
2021Strategic Trading When Central Bank Intervention Is Predictable In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article5
2014Speculation and Hedging in Segmented Markets In: The Review of Financial Studies.
[Full Text][Citation analysis]		article40
2014Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation In: The Review of Financial Studies.
[Full Text][Citation analysis]		article23
2020Back-Running: Seeking and Hiding Fundamental Information in Order Flows In: The Review of Financial Studies.
[Full Text][Citation analysis]		article35
2010How are Income and Non-Income Factors Different in Promoting Happiness? An Answer to the Easterlin Paradox In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012Information Diversity and Market Efficiency Spirals In: 2012 Meeting Papers.
[Full Text][Citation analysis]		paper2
2014Market Efficiency and Real Efficiency: The Connect and Disconnect via Feedback Effects In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper3
2009Theory of negative consumption externalities with applications to the economics of happiness In: Economic Theory.
[Full Text][Citation analysis]		article4
2009Complementarities, Multiplicity, and Supply Information In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article78

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